HD Implied Volatility
HD $319.38 · Updated Oct 26, 4:00 PM ET
HD at-the-money implied volatility is 39.5% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 34.3%. Near-term volatility is priced above longer-dated volatility, an inverted term structure that usually accompanies an event or stress.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Oct 30, 2026 | 4 | 320 | 39.5% |
| Nov 6, 2026 | 11 | 320 | 35.2% |
| Nov 13, 2026 | 18 | 320 | 32.4% |
| Nov 20, 2026 | 25 | 320 | 37.5% |
| Nov 27, 2026 | 32 | 320 | 34.3% |
| Dec 4, 2026 | 39 | 320 | 35.4% |
| Dec 18, 2026 | 53 | 320 | 33.0% |
| Jan 15, 2027 | 81 | 320 | 31.7% |
| Feb 19, 2027 | 116 | 320 | 29.9% |
| Mar 19, 2027 | 144 | 320 | 31.1% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 300 | 61.7% | 43.8% |
| 302.5 | 52.1% | 39.9% |
| 305 | 53.5% | 38.0% |
| 307.5 | 50.7% | 36.5% |
| 310 | 45.0% | 35.9% |
| 312.5 | 40.7% | 37.0% |
| 315 | 41.8% | 40.1% |
| 317.5 | 39.5% | 39.4% |
| 320 | 41.2% | 37.7% |
| 322.5 | 37.4% | 40.3% |
| 325 | 36.5% | 41.2% |
| 327.5 | 37.4% | 43.4% |
| 330 | 35.9% | 46.2% |
| 332.5 | 36.7% | n/a |
| 335 | 37.5% | 55.8% |
| 337.5 | 38.1% | 49.2% |
| 340 | 37.9% | 61.7% |
How this is calculated: Implied Volatility methodology